Force Kriging surrogate to return only positive values

[Sophy_Oliver]

Hello,

I have built a Kriging model to replace my expensive real model, but it sometimes results in negative values, which don’t make any physical sense for my problem. Is there a way I can force it to keep to only positive values?

The figure shows it’s doing pretty well, but the surrogate is resulting in some small negative values.

Thanks
Sophy

[bsudret (Bruno Sudret)]

Dear Sophy

The easiest way is to take the logarithms of the output of your model, build a Kriging model out of these points and finally use the exponential of the Kriging model.

This will ensure positivity of your surrogate !
Best regards
Bruno

[Sophy_Oliver]

Brilliant, thank you!